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International diversification and portfolio risk
KRÁL, Tomáš
The thesis analyses the relationship between international diversification and portfolio risk. The aim of the thesis is to construct and analyse a custom investment portfolio of selected international stocks and evaluate how diversification of these assets from different markets affects the overall portfolio risk. In the theoretical part, the basic terms are defined in order to understand this work. The practical part includes the German portfolio and the international portfolio which each consists of ten chosen stocks of companies that are traded on a stock exchange during the period from January 1, 2019 to January 1, 2024. Each company in the German portfolio was matched by a company in the international portfolio with a similar size of market capitalisation and business in the same sector. Then in the practical part the historical rates of return, historical values of risk, coefficients of variation, covariances and correlations of all stocks and historical rates of return, historical values of risk and effective boundaries of these two portfolios are calculated. Then the efficient boundaries are compared, the efficient boundary of the international portfolio achieved higher monthly historical rates of return at lower historical values of risk than the efficient boundary of the German portfolio. The results of this work are intended to serve as a tool to better understand the impact of international diversification on portfolio risk and may offer recommendations for investors on optimal asset allocation in an international investment environment.
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Stock portfolio strategy and analysis of its return and risk
PERNÍK, Jan
This study focuses on stock portfolio construction strategies to identify optimal approaches for short-term investments and to assess the trade-off between risk and return. One of the five portfolios was constructed by analysing undervalued stocks using the discounted future free cash flow method, which is described in detail in the study. The paper compares the portfolios with their alternatives calculated by maximizing the Sharpe ratio. We evaluate the risk and performance of the portfolios using the Sharpe ratio, Traynor ratio, Jensen's alpha, and Information ratio to determine the effectiveness of the strategies and their applicability in real scenarios. Finally, we discuss whether optimization is a useful tool in portfolio construction.
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Funding of a Registered Association
MIKUNDA, Jakub
This thesis deals with the financial comprehensive analysis of a non-profit organization operating in the field of education. The methods used in this thesis are observation, comparison, analysis and synthesis. In the theoretical part, the thesis deals with the history of associations, financing options for non-profit organizations, the role of the fundraiser and multi-sourcing as a fundamental rule in the economic management of a registered association. The practical part then applies the findings from the theory and describes a selected non-profit organization and compares funding in the private and public education sector. For this, data provided by the selected organization and data available from public registers are used. The bachelor's thesis attempts to provide guidance on whether a nonprofit organization should choose to continue down the path of public funding or instead go down the path of private education.
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Functional safety of pressure transmitters of BD SENSORS company
Šimoník, Martin ; Hlinka,, Jiří (referee) ; Fuchs,, Pavel (advisor)
This master thesis examines the functional safety of the pressure sensor XMP i which is produced by BD SENSORS Company. The aim of this thesis is the demonstration of compliance of the pressure sensor XMP I with functional safety integrity level SIL3 requirements. The thesis is divided into three parts. The first part deals with the concept of functional safety, defines the basic concepts of functional safety, compares the approaches of functional safety according to selected standards and provides a general procedure for the functional safety determination. The second part deal with technical systems reliability defines reliability indicators and describes selected types of reliability analysis used in practice, especially the FMEA/FMECA analysis. Third part deals with the reliability analysis of the sensor XMP i and with evaluation of results.
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Risk Management of a Project in a Particular Company
Šafařík, Pavel ; Zahradník, Ondřej (referee) ; Smolíková, Lenka (advisor)
This work focuses on risk management in a company that develops its activities through online marketing. Review of literature defines important terms that correspond to a given topic. Mostly we speak of identification, analysis methods and subsequent elimination of the impact of risks. In the analytical part are identified all possible risks for the company, which was established through external and internal environment of the company. Using lessons learned from the practical part contains recommendations on the elimination of risk.
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The Insurance Protection of the Business Entity
Barbušínová, Silvia ; Hrazdil, Tomáš (referee) ; Ptáček, Roman (advisor)
The Bachelor work solves the problem of the system of the insurance, the insurance products which are offered on the insurance trade, and the using these products by the business companies. The bachelor work consists of the theory part, which talkes about every notion from the extent of the insurance and risks, and of the practical part, which talkes about the chosen business companies, the analyses of the insurance of the company, the insurance defence and the analyse of the offered insurance care by the chosen assurance companies.
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Business Plan Focused on Financing
Pochyla, Martin ; MBA, Jan Hůla, (referee) ; Mašterová, Lucie (advisor)
The diploma work presents financing from a structural funds of the EU and analysis of problems of this type of financing. Main focus is on elaboration feasibility study (economical project rating), that is an inseparable part of the application for grant from these funds. It also speaks about alternative methods of financial resourcing essentials to realize the desired business plan.
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